-24.7%
WULF vs FOXA
+93.7%
-118.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.6% | +3.0% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | -2.6% | +5.0% | -7.7% | -5.8% |
| 3M | -34.0% | -3.0% | -30.9% | -34.9% |
| 6M | +10.0% | +14.8% | -4.8% | -5.5% |
| YTD | +45.7% | -8.9% | +54.6% | +49.2% |
| 1Y | +57.3% | +13.3% | +44.0% | +31.2% |
| 3Y | +878.9% | +115.4% | +763.5% | +372.1% |
| All | -24.7% | +93.7% | -118.4% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling